What it's called "heavy metals" (as per Periodic Table of the Elements) are metals beyond atomic number 48 which include Cadmium, Mercury, Lead, etc.
Those aforementioned elements should be in the body as traces in the order of a millionth of a percent unless you were heavily exposed to them during your lifetime.
All the other metals (such as Magnesium, Iron, Manganese, Cobalt, Zinc, Copper, etc.) are necessary because they perform very important functions within the body, specially binding to enzymes (Cobalt bounds to vitamin B-12, Iron bounds to hemoglobin, etc.)
As long as they are NOT in excess within the body (e.g.: Zinc in the right quantities helps bust the immune system but, in excess...it may cause a horrible and irreversible neurological damage), they are necessary.
I think that those claims about "cleansing" should be taken with a grain of salt.
They may end up depleting your body of important elements and, doing much more harm than good.
I hope this helps.
NH